New Variance Papers Published
New papers have been published on the Variance website:
This paper considers the model of Siegenthaler (2017) and discusses inconsistencies in the model itself and in the conclusions, which show that this model should not be applied.
Discussion on “q-Credibility” by Olivier Le Courtois
By Liang Hong and Ryan Martin
This paper argues that Le Courtois’s Proposition 1.1 can be simultaneously extended and the proof simplified, and that actuaries should go beyond the classical credibility theory with today’s technology.
Nonparametric Curve Estimation for Truncated and Censored Data Without Product Limit
By Sam Efromovich
A simple estimator of the hazard rate and conditional density, based on the sample mean approach, is proposed for truncated and censored data. Methodology, theory, and practical examples are presented.
